Critical age-dependent branching process diffusions

Two diffusions are derived as the limits in finite dimensional distributions of appropriately conditioned and scaled critical age-dependent branching processes. A technical lemma about the asymptotic behavior of the joint generating function is used to overcome the difficulties introduced by the non-Markov nature of the process. The results are extensions of those of Lamperti and Ney [5] for Galton-Watson processes. Also, the “age-dependent Q-process” is defined and its transition probabilities obtained.     

Limit theorems for a class of critical superprocesses with stable branching

We consider a critical superprocess $\{X;{\mathbf{P}}_{\mu }\}$ with general spatial motion and spatially dependent stable branching mechanism with lowest stable index ${\gamma }_0>1$. We first show that, under some conditions, ${\mathbf{P}}_{\mu }(\left|X_t\right|\ne 0)$ converges to 0 as $t\to \infty$ and is regularly varying with index ${({\gamma }_0-1)}^{-1}$. Then we show that, for a large class of non-negative testing functions $f$, the distribution of $\{X_t\left(f\right);{\mathbf{P}}_{\mu }\left(\cdot \right|6X_{t}6\ne 0)\}$, after appropriate rescaling, converges weakly to a positive random variable ${\mathbf{z}}^{({\gamma }_0-1)}$ with Laplace transform $E\left[e^{-u{\mathbf{z}}^{({\gamma }_0-1)}}\right]=1-{(1+u^{-({\gamma }_0-1)})}^{-1∕({\gamma }_0-1)}.$     

Limit theorems for flows of branching processes

We construct two kinds of stochastic flows of discrete Galton-Watson branching processes. Some scaling limit theorems for the flows are proved, which lead to local and nonlocal branching superprocesses over the positive half line.     

Second order limit theorems for the Markov branching process in random environments

In a Markov branching process with random environments, limiting fluctuations of the population size arise from the changing environment, which causes random variation of the ‘deterministic’ population prediction, and from the stochastic wobble around this ‘deterministic’ mean, which is apparent in the ordinary Markov branching process. If the random environment is generated by a suitable stationary process, the first variation typically swamps the second kind. In this paper, environmental processes are considered which, in contrast, lead to sampling and environmental fluctuation of comparable magnitude. The method makes little use either of stationarity or of the branching property, and is amenable to some generalization away from the Markov branching process.     

Conditional limit theorems for critical continuous-state branching processes

We study the conditional limit theorems for critical continuous-state branching processes with branching mechanism ψ(λ) = λ1+αL(1/λ), where α∈ [0, 1] and L is slowly varying at ∞. We prove that if α∈(0, 1], there are norming constants Qt→ 0(as t ↑ +∞) such that for every x 0, Px(QtXt∈·| Xt 0)converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of ψ at0. We give a conditional limit theorem for the case α = 0. The limit theorems we obtain in this paper allow infinite variance of the branching process.     

Necessary conditions for normed convergence of critical multitype Bienaymé-Galton-Watson processes without variance

The condition on the offspring distribution in the critical multitype Bienaymé-Galton-Watson process without variance, which was previously shown to be sufficient for the existence of the analogue of the exponential limit law, is now shown also to be necessary. This completely extends previous one-type work of R. S. Slack.     

Limit theorems for the integral of a population process with immigration

A limit theorem is proven for the integral of a general class of population processes possessing independent immigration components. For the special case of the Bellman-Harris process with immigration, further results are obtained.     

Ratio limit theorems for branching Ornstein-Uhlenbeck processes

We prove ratio limit theorems for critical ano supercritical branching Ornstein-Uhlenbeck processes. A finite first moment of the offspring distribution {p_n} assures convergence in probability for supercritical processes and conditional convergence in probability for critical processes. If even Σp_nnlog⁺log⁺n< ∞, then almost sure convergence obtains in the supercritical case.     

A new approach in analyzing extinction probability of Markov branching process with immigration and migration

We use a new approach to consider the extinction properties of the Markov branching process with immigration and migration recently discussed by Li and Liu [Sci. China Math., 2011, 54: 1043–1062]. Some much better explicit expressions are obtained for the extinction probabilities of the subtle super-interacting case.     

Limit theorems for sums determined by branching and other exponentially growing processes

A branching process counted by a random characteristic has been defined as a process which at time t is the superposition of individual stochastic processes evaluated at the actual ages of the individuals of a branching population. Now characteristics which may depend not only on age but also on absolute time are considered. For supercritical processes a distributional limit theorem is proved, which implies that classical limit theorems for sums of characteristics evaluated at a fixed age point transfer into limit theorems for branching processes counted by these characteristics. A point is that, though characteristics of different individuals should be independent, the characteristics of an individual may well interplay with the reproduction of the latter. The result requires a sort of L^p-continuity for some 1 ? p ? 2. Its proof turns out to be valid for a wider class of processes than branching ones.For the case p = 1 a number of Poisson type limits follow and for p = 2 some normality approximations are concluded. For example results are obtained for processes for rare events, the age of the oldest individual, and the error of population predictions.This work has been supported by a grant from the Swedish Natural Science Research Council.     

随机环境中带移民的上临界分枝过程的Berry-Esseen界

考虑独立同分布的随机环境中带移民的上临界分枝过程(Zn).应用(Zn)与随机环境中不带移民分枝过程的联系,以及与相应随机游动的联系,在一些适当的矩条件下,本文证明关于log Zn的中心极限定理的Berry-Esseen界.     

General collision branching processes with two parameters

A new class of branching models, the general collision branching processes with two parameters, is considered in this paper. For such models, it is necessary to evaluate the absorbing probabilities and mean extinction times for both absorbing states. Regularity and uniqueness criteria are firstly established. Explicit expressions are then obtained for the extinction probability vector, the mean extinction times and the conditional mean extinction times. The explosion behavior of these models is investigated and an explicit expression for mean explosion time is established. The mean global holding time is also obtained. It is revealed that these properties are substantially different between the super-explosive and sub-explosive cases. This work was partially supported by National Natural Science Foundation of China (Grant No. 10771216), Research Grants Council of Hong Kong (Grant No. HKU 7010/06P) and Scientific Research Foundation for Returned Overseas Chinese Scholars, State Education Ministry of China (Grant No. [2007]1108)     

A note on the empty balls left by a critical branching Wiener process

Summary In this note, we partially confirm some conjectures of P. Révész [10] on the critical branching Wiener process.     

A class of two-sex branching processes with reproduction phase in a random environment

We model the demographic dynamics of populations with sexual reproduction where the reproduction phase occurs in a non-predictable environment and we assume the immigration/out-migration of mating units in the population. We introduce a general class of two-sex branching processes where, in each generation, the number of mating units which take part in the reproduction phase is randomly determined and the offspring probability distribution changes over time in a random environment. We provide several probabilistic results about the limit behaviour of populations whose dynamics is modelled by such a class of stochastic processes. In particular, we provide sufficient conditions for the almost sure extinction of the population or for its survival with a positive probability. As illustration, we include some simulated examples.     

Limit theorems for monochromatic stars

Let T(K_1,r,G_n) be the number of monochromatic copies of the r‐star K_1,r in a uniformly random coloring of the vertices of the graph G_n. In this paper we provide a complete characterization of the limiting distribution of T(K_1,r,G_n), in the regime where is bounded, for any growing sequence of graphs G_n. The asymptotic distribution is a sum of mutually independent components, each term of which is a polynomial of a single Poisson random variable of degree at most r. Conversely, any limiting distribution of T(K_1,r,G_n) has a representation of this form. Examples and connections to the birthday problem are discussed.     

Limit theorems for stationary random evolutions

On a separable Banach space, let A(ξ₁),A(ξ₂),... be a strictly stationary sequence of infinitesimal operators, centered so that EA(ξ_i) = 0, i = 1,2,.... This paper characterizes the limit of the random evolutions

as the solution to a martingale problem. This work is a direct extension of previous work on i.i.d. random evolutions.     

Age-dependent branching processes in random environments

We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ0,ξ1,...) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξn) on R , and reproduce independently new particles according to a probability law p(ξn) on N. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean EξZ(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.